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The benchmark interest rate in the United States was last recorded at 4.50 percent. This dataset provides the latest reported value for - United States Fed Funds Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.
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The benchmark interest rate in Japan was last recorded at 0.50 percent. This dataset provides - Japan Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.
These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues new Bills. Market quotations are obtained at approximately 3:30 PM each business day by the Federal Reserve Bank of New York. The Bank Discount rate is the rate at which a Bill is quoted in the secondary market and is based on the par value, amount of the discount and a 360-day year. The Coupon Equivalent, also called the Bond Equivalent, or the Investment Yield, is the bill's yield based on the purchase price, discount, and a 365- or 366-day year. The Coupon Equivalent can be used to compare the yield on a discount bill to the yield on a nominal coupon bond that pays semiannual interest.
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The benchmark interest rate in Mexico was last recorded at 8 percent. This dataset provides - Mexico Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.
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View data of the Effective Federal Funds Rate, or the interest rate depository institutions charge each other for overnight loans of funds.
These rates are commonly referred to as Constant Maturity Treasury rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.
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****Dataset Overview**** This dataset contains historical macroeconomic data, featuring key economic indicators in the United States. It includes important metrics such as the Consumer Price Index (CPI), Retail Sales, Unemployment Rate, Industrial Production, Money Supply (M2), and more. The dataset spans from 1993 to the present and includes monthly data on various economic indicators, processed to show their rate of change (either percentage or absolute difference, depending on the indicator).
provenance
The data in this dataset is sourced from the Federal Reserve Economic Data (FRED) database, hosted by the Federal Reserve Bank of St. Louis. FRED provides access to a wide range of economic data, including key macroeconomic indicators for the United States. My work involved calculating the rate of change (ROC) for each indicator and reorganizing the data into a more usable format for analysis. For more information and access to the full database, visit FRED's website.
Purpose and Use for the Kaggle Community:
This dataset is a valuable resource for data scientists, economists, and analysts interested in understanding macroeconomic trends, performing time series analysis, or building predictive models. With the rate of change included, users can quickly assess the growth or contraction in these indicators month-over-month. This dataset can be used for:
****Column Descriptions****
Year: The year of the observation.
Month: The month of the observation (1-12).
Industrial Production: Monthly data on the total output of US factories, mines, and utilities.
Manufacturers' New Orders: Durable Goods: Measures the value of new orders placed with manufacturers for durable goods, indicating future production activity.
Consumer Price Index (CPIAUCSL): A measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services.
Unemployment Rate: The percentage of the total labor force that is unemployed but actively seeking employment.
Retail Sales: The total receipts of retail stores, indicating consumer spending and economic activity.
Producer Price Index: Measures the average change over time in the selling prices received by domestic producers for their output.
Personal Consumption Expenditures (PCE): A measure of the prices paid by consumers for goods and services, used in calculating inflation.
National Home Price Index: A measure of changes in residential real estate prices across the country.
All Employees, Total Nonfarm: The number of nonfarm payroll employees, an important indicator of the labor market.
Labor Force Participation Rate: The percentage of the working-age population that is either employed or actively looking for work.
Federal Funds Effective Rate: The interest rate at which depository institutions lend reserve balances to other depository institutions overnight.
Building Permits: The number of building permits issued for residential and non-residential buildings, a leading indicator of construction activity.
Money Supply (M2): The total money supply, including cash, checking deposits, and easily convertible near money.
Personal Income: The total income received by individuals from all sources, including wages, investments, and government transfers.
Trade Balance: The difference between a country's imports and exports, indicating the net trade flow.
Consumer Sentiment: The index reflecting consumer sentiment and expectations for the future economic outlook.
Consumer Confidence: A measure of how optimistic or pessimistic consumers are regarding their expected financial situation and the economy.
Notes on Interest Rates Please note that for the Federal Funds Effective Rate (FEDFUNDS), the dataset includes the absolute change in basis points (bps), not the rate of change. This means that the dataset reflects the direct change in the interest rate rather than the percentage change month-over-month. The change is represented in basis points, where 1 basis point equals 0.01%.
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The benchmark interest rate in Russia was last recorded at 20 percent. This dataset provides the latest reported value for - Russia Interest Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
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The benchmark interest rate In the Euro Area was last recorded at 2.15 percent. This dataset provides - Euro Area Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.
Open Government Licence - Canada 2.0https://open.canada.ca/en/open-government-licence-canada
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This table contains 12 series, with data starting from 1954 (not all combinations necessarily have data for all years). This table contains data described by the following dimensions (Not all combinations are available): Geography (1 item: United States); Rates (12 items: Federal Reserve Bank of New York - discount rate; Prime rate charged by banks; Federal funds rate;Commercial paper, adjusted: 1 month; ...).
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We apply a discrete choice approach to model the empirical behaviour of the Federal Reserve in changing the federal funds target rate, the benchmark of short-term market interest rates in the US. Our methods allow the explanatory variables to be nonstationary as well as stationary. This feature is particularly useful in the present application as many economic fundamentals that are monitored by the Fed and are believed to affect decisions to adjust interest rate targets display some nonstationarity over time. The chosen model successfully predicts the majority of the target rate changes during the time period considered (1994-2001) and helps to explain strings of similar intervention decisions by the Fed. Based on the model-implied optimal interest rate, our findings suggest that there is a lag in the Fed's reaction to economic shocks during this period.
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The benchmark interest rate in Brazil was last recorded at 15 percent. This dataset provides - Brazil Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
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The benchmark interest rate in Indonesia was last recorded at 5.50 percent. This dataset provides - Indonesia Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
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The benchmark interest rate in Norway was last recorded at 4.25 percent. This dataset provides the latest reported value for - Norway Interest Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.
Open Database License (ODbL) v1.0https://www.opendatacommons.org/licenses/odbl/1.0/
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Concept: Average interest rate from new credit operations, established under market conditions and taken in the reference period. The rate is weighted by the value of operations. Excludes operations with regulated rates, operations with funds from the National Bank for Economic and Social Development (BNDES) or any operations with government funds or funds with mandatory destination. Source: Central Bank of Brazil – Statistics Department 25476-month-average-interest-rate-of-nonearmarked-new-credit-operations---households---vehicles-and 25476-month-average-interest-rate-of-nonearmarked-new-credit-operations---households---vehicles-and
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Interactive chart showing the daily 5 year treasury yield back to 1962. The values shown are daily data published by the Federal Reserve Board based on the average yield of a range of Treasury securities, all adjusted to the equivalent of a five-year maturity.
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View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
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The benchmark interest rate in China was last recorded at 3 percent. This dataset provides the latest reported value for - China Interest Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.
Open Database License (ODbL) v1.0https://www.opendatacommons.org/licenses/odbl/1.0/
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Concept: Average interest rate from new credit operations started in the reference period, which are under regulation by the National Monetary Council (CMN) or linked to budget funds. The rate is weighted by the value of operations. Refers to special financing operations which require proof of proper use of funds, linked to medium and long term production and investments projects. Funds origins are shares of checking accounts and savings accounts and funds from governmental programs. Source: Central Bank of Brazil – Statistics Department 25497-month-average-interest-rate-of-earmarked-new-credit-operations---households---real-estate-fin 25497-month-average-interest-rate-of-earmarked-new-credit-operations---households---real-estate-fin
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The benchmark interest rate in Canada was last recorded at 2.75 percent. This dataset provides - Canada Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
The benchmark interest rate in the United States was last recorded at 4.50 percent. This dataset provides the latest reported value for - United States Fed Funds Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.